Archive for February, 2009
I’ve received quite a few requests to show the results of trading a combination of two strategies I’ve talked about previously: a simple trend follower (50/200-day moving average crossovers) and monthly seasonality (the turn of the month and options expiration week). I think many readers honed in on those particular strategies because they’re (a) much [...]
Filed under: Time-based, Trading Strategies | 16 Comments
Buy & Hold: Dead or Alive?
It pains me when I read articles like Now is the Time for Buy & Hold from IndexUniverse.com. But not for the reason you might expect. IU argues that now is precisely the time for buy & hold because (a) the average trader implicitly underperforms a buy & hold investor; trading is a zero sum [...]
Filed under: Random Stuff | 19 Comments
This post will only be of interest to mechanical strategy developers/traders like myself (and even that is debatable). You’ve been warned. Two random thoughts: 1. Abnormal Market Filter and when it’s appropriate 2. “Time Machine” Strategy Abnormal Market Filter and When It’s Appropriate I was asked this week to look at applying the abnormal market [...]
Filed under: Trading Strategies | 7 Comments
The Abnormal Market Filter reading for Tuesday (02/24) has moved to 100% for the first time since the market meltdown last October. I’ve talked a lot over the last few months about my mechanism to determine when the market is acting “abnormally”, the Abnormal Market Filter. The idea behind the filter is to give my [...]
Filed under: Trading Strategies | 20 Comments
I received a flurry (yes, a flurry) of great emails and blog comments responding to my last post I Just Don’t Get It (the Failure of Mutual Funds to Think Outside the Box). I’ve attempted to summarize quickly some of them below. Honorable mentions go to the responses at the blogs Skill Analytics (on my blogroll) [...]
Filed under: Random Stuff | 1 Comment
